Examples of org.apache.commons.math.stat.descriptive.rank.Min

Package org.apache.commons.math.stat.descriptive.rank

Examples of org.apache.commons.math.stat.descriptive.rank.Min

org.apache.commons.math.stat.descriptive.rank.Min
Returns the minimum of the available values.
- The result is NaN iff all values are NaN (i.e. NaN values have no impact on the value of the statistic).
- If any of the values equals Double.NEGATIVE_INFINITY, the result is Double.NEGATIVE_INFINITY.
Note that this implementation is not synchronized. If multiple threads access an instance of this class concurrently, and at least one of the threads invokes the increment() or clear() method, it must be synchronized externally.
@version $Revision: 1006299 $ $Date: 2010-10-10 16:47:17 +0200 (dim. 10 oct. 2010) $

    for (int loopbasket = 0; loopbasket < NB_BOND; loopbasket++) {
      final double bondPriceForward = METHOD_BOND.dirtyPriceFromCurves(BOND_FUTURE.getDeliveryBasket()[loopbasket], ISSUER_MULTICURVES);
      netBasisExpected[loopbasket] = bondPriceForward - (priceFuture * CONVERSION_FACTOR[loopbasket] + BOND_FUTURE.getDeliveryBasket()[loopbasket].getAccruedInterest());
      assertEquals("Bond future security Discounting Method: netBasis", netBasisExpected[loopbasket], netBasisComputed[loopbasket], 1.0E-10);
    }
    final Min minFunction = new Min();
    final double netBasisMin = minFunction.evaluate(netBasisComputed);
    final double priceFutureFromNetBasis = METHOD_FUT_DSC.priceFromNetBasis(BOND_FUTURE, ISSUER_MULTICURVES, netBasisMin);
    assertEquals("Bond future security Discounting Method: netBasis", priceFuture, priceFutureFromNetBasis, 1.0E-10);
  }

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    for (int loopbasket = 0; loopbasket < NB_BOND; loopbasket++) {
      final double bondPriceForward = METHOD_BOND.dirtyPriceFromCurves(BOND_FUTURE_DERIV.getDeliveryBasket()[loopbasket], CURVES);
      netBasisExpected[loopbasket] = bondPriceForward - (priceFuture * CONVERSION_FACTOR[loopbasket] + BOND_FUTURE_DERIV.getDeliveryBasket()[loopbasket].getAccruedInterest());
      assertEquals("Bond future security Discounting Method: netBasis", netBasisExpected[loopbasket], netBasisComputed[loopbasket], 1.0E-10);
    }
    final Min minFunction = new Min();
    final double netBasisMin = minFunction.evaluate(netBasisComputed);
    final double priceFutureFromNetBasis = METHOD.priceFromNetBasis(BOND_FUTURE_DERIV, CURVES, netBasisMin);
    assertEquals("Bond future security Discounting Method: netBasis", priceFuture, priceFutureFromNetBasis, 1.0E-10);
  }

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